\\
The subgradient method is similar to gradient descent methods for minimizing differentiable functions.

\begin{itemize}
\item At $x^{(k)}$, find $g^{(k)} \in f(x^{(k)})$.
\item Set the next point as $x^{(k+1)}:=x^{(k)}-\alpha_kg^{(k)}$, where $\alpha_k$ is $k$-th step size.

\end{itemize}
